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+  <section id="quantlib-instruments-bonds-amortizingfloatingratebond-amortizingfloatingratebond">
+<h1>quantlib.instruments.bonds.amortizingfloatingratebond.AmortizingFloatingRateBond<a class="headerlink" href="#quantlib-instruments-bonds-amortizingfloatingratebond-amortizingfloatingratebond" title="Link to this heading">¶</a></h1>
+<dl class="py class">
+<dt class="sig sig-object py" id="quantlib.instruments.bonds.amortizingfloatingratebond.AmortizingFloatingRateBond">
+<em class="property"><span class="pre">class</span><span class="w"> </span></em><span class="sig-name descname"><span class="pre">AmortizingFloatingRateBond</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="pre">Natural</span> <span class="pre">settlement_days,</span> <span class="pre">vector[Real]</span> <span class="pre">notional,</span> <span class="pre">Schedule</span> <span class="pre">schedule,</span> <span class="pre">IborIndex</span> <span class="pre">index,</span> <span class="pre">DayCounter</span> <span class="pre">accrual_day_counter,</span> <span class="pre">BusinessDayConvention</span> <span class="pre">payment_convention=Following,</span> <span class="pre">Natural</span> <span class="pre">fixing_days=Null[Natural](),</span> <span class="pre">vector[Real]</span> <span class="pre">gearings=[1.0],</span> <span class="pre">vector[Spread]</span> <span class="pre">spreads=[0.0],</span> <span class="pre">vector[Rate]</span> <span class="pre">caps=[],</span> <span class="pre">vector[Rate]</span> <span class="pre">floors=[],</span> <span class="pre">bool</span> <span class="pre">in_arrears=False,</span> <span class="pre">Date</span> <span class="pre">issue_date=Date(),</span> <span class="pre">Period</span> <span class="pre">ex_coupon_period=Period(),</span> <span class="pre">Calendar</span> <span class="pre">ex_coupon_calendar=Calendar(),</span> <span class="pre">BusinessDayConvention</span> <span class="pre">ex_coupon_convention=Unadjusted,</span> <span class="pre">bool</span> <span class="pre">ex_coupon_end_of_month=False,</span> <span class="pre">vector[Real]</span> <span class="pre">redemptions=[100.0],</span> <span class="pre">Integer</span> <span class="pre">payment_lag=0</span></em><span class="sig-paren">)</span><a class="headerlink" href="#quantlib.instruments.bonds.amortizingfloatingratebond.AmortizingFloatingRateBond" title="Link to this definition">¶</a></dt>
+<dd><p>Bases: <a class="reference internal" href="quantlib.instruments.bond.Bond.html#quantlib.instruments.bond.Bond" title="quantlib.instruments.bond.Bond"><code class="xref py py-class docutils literal notranslate"><span class="pre">Bond</span></code></a></p>
+<dl class="py method">
+<dt class="sig sig-object py" id="quantlib.instruments.bonds.amortizingfloatingratebond.AmortizingFloatingRateBond.__init__">
+<span class="sig-name descname"><span class="pre">__init__</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="o"><span class="pre">*</span></span><span class="n"><span class="pre">args</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="headerlink" href="#quantlib.instruments.bonds.amortizingfloatingratebond.AmortizingFloatingRateBond.__init__" title="Link to this definition">¶</a></dt>
+<dd></dd></dl>
+
+<p class="rubric">Methods</p>
+<table class="autosummary longtable docutils align-default">
+<tbody>
+<tr class="row-odd"><td><p><a class="reference internal" href="#quantlib.instruments.bonds.amortizingfloatingratebond.AmortizingFloatingRateBond.__init__" title="quantlib.instruments.bonds.amortizingfloatingratebond.AmortizingFloatingRateBond.__init__"><code class="xref py py-obj docutils literal notranslate"><span class="pre">__init__</span></code></a>(*args, **kwargs)</p></td>
+<td><p></p></td>
+</tr>
+<tr class="row-even"><td><p><code class="xref py py-obj docutils literal notranslate"><span class="pre">accrued_amount</span></code>(self, Date date=Date)</p></td>
+<td><p>Returns the bond accrued amount at the given date</p></td>
+</tr>
+<tr class="row-odd"><td><p><code class="xref py py-obj docutils literal notranslate"><span class="pre">bond_yield</span></code>(self, Real price, DayCounter dc, ...)</p></td>
+<td><p>Return the yield given a price and settlement date</p></td>
+</tr>
+<tr class="row-even"><td><p><code class="xref py py-obj docutils literal notranslate"><span class="pre">notional</span></code>(self, Date date=Date)</p></td>
+<td><p></p></td>
+</tr>
+<tr class="row-odd"><td><p><code class="xref py py-obj docutils literal notranslate"><span class="pre">set_pricing_engine</span></code>(self, PricingEngine engine)</p></td>
+<td><p>Sets the pricing engine.</p></td>
+</tr>
+<tr class="row-even"><td><p><code class="xref py py-obj docutils literal notranslate"><span class="pre">settlement_date</span></code>(self, Date from_date=Date)</p></td>
+<td><p>Returns the bond settlement date after the given date.</p></td>
+</tr>
+</tbody>
+</table>
+<p class="rubric">Attributes</p>
+<table class="autosummary longtable docutils align-default">
+<tbody>
+<tr class="row-odd"><td><p><code class="xref py py-obj docutils literal notranslate"><span class="pre">calendar</span></code></p></td>
+<td><p></p></td>
+</tr>
+<tr class="row-even"><td><p><code class="xref py py-obj docutils literal notranslate"><span class="pre">cashflows</span></code></p></td>
+<td><p>cash flow stream as a Leg</p></td>
+</tr>
+<tr class="row-odd"><td><p><code class="xref py py-obj docutils literal notranslate"><span class="pre">clean_price</span></code></p></td>
+<td><p>Bond clean price.</p></td>
+</tr>
+<tr class="row-even"><td><p><code class="xref py py-obj docutils literal notranslate"><span class="pre">dirty_price</span></code></p></td>
+<td><p>Bond dirty price</p></td>
+</tr>
+<tr class="row-odd"><td><p><code class="xref py py-obj docutils literal notranslate"><span class="pre">is_expired</span></code></p></td>
+<td><p></p></td>
+</tr>
+<tr class="row-even"><td><p><code class="xref py py-obj docutils literal notranslate"><span class="pre">issue_date</span></code></p></td>
+<td><p>Bond issue date</p></td>
+</tr>
+<tr class="row-odd"><td><p><code class="xref py py-obj docutils literal notranslate"><span class="pre">maturity_date</span></code></p></td>
+<td><p>Bond maturity date</p></td>
+</tr>
+<tr class="row-even"><td><p><code class="xref py py-obj docutils literal notranslate"><span class="pre">net_present_value</span></code></p></td>
+<td><p>Instrument net present value.</p></td>
+</tr>
+<tr class="row-odd"><td><p><code class="xref py py-obj docutils literal notranslate"><span class="pre">npv</span></code></p></td>
+<td><p>Shortcut to the net_present_value property.</p></td>
+</tr>
+<tr class="row-even"><td><p><code class="xref py py-obj docutils literal notranslate"><span class="pre">settlement_days</span></code></p></td>
+<td><p></p></td>
+</tr>
+<tr class="row-odd"><td><p><code class="xref py py-obj docutils literal notranslate"><span class="pre">start_date</span></code></p></td>
+<td><p>Bond start date</p></td>
+</tr>
+<tr class="row-even"><td><p><code class="xref py py-obj docutils literal notranslate"><span class="pre">valuation_date</span></code></p></td>
+<td><p></p></td>
+</tr>
+</tbody>
+</table>
+</dd></dl>
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+<span id="quantlib-instruments-bonds-amortizingfloatingratebond"></span><h1>quantlib.instruments.bonds.amortizingfloatingratebond<a class="headerlink" href="#module-quantlib.instruments.bonds.amortizingfloatingratebond" title="Link to this heading">¶</a></h1>
+<p class="rubric">Classes</p>
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@@ -87,7 +87,7 @@ <h3>Related Topics</h3>
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